Structural Factor-Augmented VAR (SFAVAR)
| Year of publication: |
2003-08-01
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|---|---|
| Authors: | Milani, Fabio ; Belviso, Francesco |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | VAR | Dynamic Factors | Monetary Policy | Structural FAVAR |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 278 |
| Classification: | C32 - Time-Series Models ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies |
| Source: |
Persistent link: https://www.econbiz.de/10005132903